"Et ego vado, vos vades mecum"
That's very good.
You are using "vado" for "go", while I used "eo".
I like your choice better. The term "Vade Mecum" is often used for a
handbook or small reference book. "Vade Mecum" means "Go With Me".
So you're in good company with that choice.
In Latin, the pronoun used as subject (in this case "ego" and vos") is
generally dropped because it is implied by the verb. If, however, you wish to
emphasize these words, then you would write them out.
"Et" would mean "even" or "also", but here I think the sense of "Even when"